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2020-2021

2020/2021: The seminars happened on Microsoft Teams on Fridays 1pm UK time (or occasionally at different times).

If you are not affiliated with Warwick and wish to attend our seminars please register here.

If you would like to speak, or you want to be included in any emails, please contact one of the organisers.

2020-2021 Organisers: Alice CorbellaLink opens in a new window, Massimiliano Tamborrino, Jure Vogrinc

Website URL: www.warwick.ac.uk/compstat

Mailing List Sign-Up: http://mailman1.csv.warwick.ac.uk/mailman/listinfo/algorithmseminar

Mailing List: algorithmseminar@listserv.csv.warwick.ac.uk (NB - only approved members can post)

Microsoft Teams Link (username/password same as for eduroam) available hereLink opens in a new window

2020/21 Term 3:

Date Speaker Title Abstract Slides Video
Week 1: 30/4 Jure VogrincLink opens in a new window Counterexamples for optimal scaling of Metropolis-Hastings chains with rough target densitiesLink opens in a new window AbstractLink opens in a new window SlidesLink opens in a new window VideoLink opens in a new window
Week 2: 7/5 Gilles LouppeLink opens in a new window The frontiers of simulation-based inferenceLink opens in a new window AbstractLink opens in a new window   VideoLink opens in a new window
Week 3: 14/5 Andrea Bertazzi Euler approximations for Piecewise deterministic Markov processes AbstractLink opens in a new window   VideoLink opens in a new window
Week 4: 21/5 Juan Kuntz NussioLink opens in a new window Product-form estimators: exploiting independence to scale up Monte Carlo AbstractLink opens in a new window   VideoLink opens in a new window
Week 5: 28/5 Dootika VatsLink opens in a new window The new BFFs in MCMC: Barker and Bernoulli AbstractLink opens in a new window   VideoLink opens in a new window
Week 6: 4/6 Anthony LeeLink opens in a new window A general perspective on the Metropolis-Hastings kernel: incorporating stopping times in proposals.Link opens in a new window AbstractLink opens in a new window SlidesLink opens in a new window VideoLink opens in a new window
Week 7: 11/6 Timothée Stumpf-FétizonLink opens in a new window Exact Bayesian Inference for Markov Switching Diffusions AbstractLink opens in a new window SlidesLink opens in a new window VideoLink opens in a new window
Week 8: 18/6 Helen OgdenLink opens in a new window

Information criteria for model choice in finite mixture models

AbstractLink opens in a new window    
Week 9: 25/6 Sophie LangerLink opens in a new window Deep Learning meets statistics: Improving neural networks with statistical theory AbstractLink opens in a new window SlidesLink opens in a new window VideoLink opens in a new window
Week 10: 2/7 CANCELLED DUE TO ISBA MEETING      

2020/21 Term 2:

Date Speaker Title Abstract Slides Video
Week 1: 15/1 (4pm UK time) Jeremias KnoblauchLink opens in a new window Postponed AbstractLink opens in a new window    
Week 2: 22/1 (4pm UK time) Jeffrey RosenthalLink opens in a new window MCMC Confidence Intervals and Biases Without CLTs AbstractLink opens in a new window SlidesLink opens in a new window VideoLink opens in a new window
Week 3: 29/1 Paul Dobson Subgeometric hypocoercivity for piecewise-deterministic Markov process Monte Carlo methods AbstractLink opens in a new window SlidesLink opens in a new window VideoLink opens in a new window
Week 4: 5/2 (4:30 UK time) Daniel Jerison MCMC convergence bounds for reversible chains AbstractLink opens in a new window SlidesLink opens in a new window VideoLink opens in a new window
Week 5: 12/2 Jaromir SantLink opens in a new window Inference of natural selection from allele frequency time series data using exact simulation techniques AbstractLink opens in a new window SlidesLink opens in a new window VideoLink opens in a new window
Week 6: 19/2 Xenia MiscouridouLink opens in a new window

Modelling sparsity, heterogeneity, reciprocity and community structure in temporal interaction data

AbstractLink opens in a new window   VideoLink opens in a new window
Week 7: 26/2 Nianqiao (Phyllis) JuLink opens in a new window Sequential Monte Carlo algorithms for agent-based models of disease transmission AbstractLink opens in a new window SlidesLink opens in a new window VideoLink opens in a new window
Week 8: 5/3 Adeline SamsonLink opens in a new window
Computational statistics for neuronal mathematical models
AbstractLink opens in a new window SlidesLink opens in a new window VideoLink opens in a new window
Week 9: 12/3 (4 pm UK time) Ari SternLink opens in a new window Structure-preserving numerical integrators: classic methods, new perspectives AbstractLink opens in a new window   VideoLink opens in a new window
Week 10: 19/3 Jeremias KnoblauchLink opens in a new window Optimization-centric Generalizations of Bayesian Inference AbstractLink opens in a new window SlidesLink opens in a new window VideoLink opens in a new window
2020/21 Term 1 (and September)

This is the list of confirmed speakers, which will be continuously updated.

Date Speaker Title Abstract Slides Video
Week -2: 18/09 (12 UK time) Clara GrazianLink opens in a new window Approximate Bayesian analysis of (un)conditional copulas AbstractLink opens in a new window SlidesLink opens in a new window VideoLink opens in a new window
Week -1: 25/09 Joe MeagherLink opens in a new window Bayesian Ancestral Reconstruction for Bat Echolocation AbstractLink opens in a new window SlidesLink opens in a new window VideoLink opens in a new window
Week0: 02/10 Michael ChoiLink opens in a new window On the convergence of an improved and adaptive kinetic simulated annealing AbstractLink opens in a new window SlidesLink opens in a new window VideoLink opens in a new window
Week 1: 09/10   cancelled (OxWaSP workshop)      
Week 2: 16/10 (2pm UK time) Liangliang WangLink opens in a new window Sequential Monte Carlo for estimating parameters of differential equations AbstractLink opens in a new window SlidesLink opens in a new window VideoLink opens in a new window
Week 3: 23/10 Sebastian VollmerLink opens in a new window

Part 1: Risk prediction and Risk prediction

Part 2: Machine Learning in Julia and benchmarking results on predictive fairness.

AbstractLink opens in a new window   VideoLink opens in a new window
Week 4: 30/10 (4pm UK time) Philippe GagnonLink opens in a new window Lifted samplers for partially ordered discrete state-spaces AbstractLink opens in a new window   VideoLink opens in a new window
Week 5: 6/11 Richard EverittLink opens in a new window

Rare event ABC-SMC^2

AbstractLink opens in a new window SlidesLink opens in a new window VideoLink opens in a new window
Week 6: 13/11 Letizia AngeliLink opens in a new window Interacting Particle Systems Approximations of Feynman-Kac Formulae in continuous time AbstractLink opens in a new window SlidesLink opens in a new window VideoLink opens in a new window
Week 7: 20/11 Yan QuLink opens in a new window Exact Simulation of Self-Excited Point Process with Levy Driven OU AbstractLink opens in a new window   VideoLink opens in a new window
Week 8: 27/11
(4pm UK time)
Caroline ColijnLink opens in a new window
COVID-19 data sources and their challenges for modelling and estimation
AbstractLink opens in a new window   VideoLink opens in a new window
Week 9: 4/12 Suzie BrownLink opens in a new window Asymptotic genealogies of sequential Monte Carlo algorithms AbstractLink opens in a new window   VideoLink opens in a new window
Week 10: 11/12   cancelled      

Some key phrases:

- Sampling and inference for diffusions
- Exact algorithms
- Intractable likelihood
- Pseudo-marginal algorithms
- Particle filters
- Importance sampling
- MCMC
- Adaptive MCMC
- Perfect simulation
- Markov chains
- Random structures
- Randomised algorithms